Modelling the asymmetric volatility with combine white noise across Australia and United Kingdom GDP data set
The objective of this investigation presents Combine White Noise (CWN) Model that outperform the Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH). This study employed the GDP data set of two countries to compare the results of the new CWN Model with existing EGARCH Mode...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Medwell Publishing
2016
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/21535/1/RJAS%201%2011%202016%201427-1431.pdf http://repo.uum.edu.my/21535/ https://www.medwelljournals.com/abstract/?doi=rjasci.2016.1427.1431 |
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